+1,228.2%
WDC vs BWA
+153.1%
+1,075.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.8% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +5.3% | -5.5% | +10.8% | +9.0% |
| 3M | -5.9% | -7.6% | +1.7% | -0.9% |
| 6M | +73.2% | +25.0% | +48.3% | +52.0% |
| YTD | +167.8% | +47.0% | +120.9% | +108.8% |
| 1Y | +386.0% | +54.0% | +332.0% | +266.1% |
| 3Y | +1,309.7% | +70.7% | +1,239.0% | +854.7% |
| 5Y | +957.1% | +86.7% | +870.4% | +557.1% |
| All | +1,228.2% | +153.1% | +1,075.1% | +565.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling